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Quasi-Newton method for maximum likelihood estimation of hidden Markov models

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13 Citations (Scopus)

Abstract

Hidden Markov models (HMMs) are used in many signal processing applications including speech recognition, blind equalization of digital communications channels, etc. The most widely used method for maximum likelihood estimation of HMM parameters is the forward-backward (or Baum-Welch) algorithm which is an early example of application of the expectation-maximization (EM) principle. In this contribution, an alternative fast-converging approach for maximum likelihood estimation of HMM parameters is described. This new techniques is based on the use of general purpose quasi-Newton optimization methods as well as on an efficient purely recursive algorithm for computing the log-likelihood and its derivative.

Original languageEnglish
Title of host publicationProceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 1998
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages2265-2268
Number of pages4
ISBN (Print)0780344286, 9780780344280
DOIs
Publication statusPublished - 1 Jan 1998
Event1998 23rd IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 1998 - Seattle, WA, United States
Duration: 12 May 199815 May 1998

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume4
ISSN (Print)1520-6149

Conference

Conference1998 23rd IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 1998
Country/TerritoryUnited States
CitySeattle, WA
Period12/05/9815/05/98

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